A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis

DOI10.1016/j.csda.2019.02.003MaRDI QIDQ2416778

Shengmei He, Shuangge Ma, Wang-li Xu

Publication date: 24 May 2019

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2019.02.003

zbMATH Keywords

sure screening; feature screening; ultrahigh-dimensional data; model free

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

62H30: Classification and discrimination; cluster analysis (statistical aspects)

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